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A new class of multivariate sk...
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19.06.1992
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Bauwens, Luc
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Journal of econometrics
CORE Discussion Papers RP
4,984
CORE Discussion Papers
2,250
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
660
CORE discussion papers : DP
34
CORE discussion paper : DP
29
ULB Institutional Repository
16
Journal of applied econometrics
15
Discussion papers / UCL, Département des Sciences Economiques
11
Journal of Econometrics
11
Journal of empirical finance
11
Cahiers de recherche
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
International journal of forecasting
7
Journal of Applied Econometrics
7
Discussion paper / Tinbergen Institute
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of international financial markets, institutions & money
6
Econometric Institute Research Papers
5
Working paper
5
Annales d'économie et de statistique
4
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4
CREATES research paper
4
European economic review : EER
4
Journal of Empirical Finance
4
Journal of Financial Econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
LIDAM discussion paper CORE
4
Recherches économiques de Louvain
4
Research memorandum / METEOR
4
Revue économique
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The econometrics journal
4
Tinbergen Institute Discussion Papers
4
Working Papers / Federal Reserve Bank of St. Louis
4
World Bank, Development Research Department, Economics and Research Staff, Discussion Paper
4
Annales d'Economie et de Statistique
3
CIRANO Working Papers
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
Computing in Economics and Finance 2002
3
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ECONIS (ZBW)
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OLC EcoSci
7
USB Cologne (EcoSocSci)
2
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V.K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010069891
Saved in:
3
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
4
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
5
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
6
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
7
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 347-367
Persistent link: https://www.econbiz.de/10011818308
Saved in:
8
Volatility estimation and jump detection for drift-diffusion processes
Laurent, Sébastien
;
Shi, Shuping
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10012482762
Saved in:
9
Autoregressive conditional betas
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015073921
Saved in:
10
Bayes, Bernoullis, and Basel
Bauwens, Luc
(
contributor
)
- In:
Journal of econometrics
75,1 : Annals of econometrics
(
1996
)
Persistent link: https://www.econbiz.de/10004306537
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